An approximation for the noncentral chi-squared distribution

DOI10.1080/03610919808813480MaRDI QIDQ4232072zbMATH OpenOpenAlexFDO

Authors D. A. S. Fraser, Augustine Wong, Jianrong Wu

Publication date 30 January 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919808813480

zbMATH Keywords

accurate approximationasymptotic inferencechi-squared distributionsignificance functions

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Approximating tail probabilities of noncentral distributions
• Approximations of marginal tail probabilities and inference for scalar parameters
• Approximations to noncentral distributions
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Modified signed log likelihood ratio
• On the calculation of the integral
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Statistical Inference: Likelihood to Significance
• Tail probabilities from observed likelihoods

Cited in

(28)

• Inference of non-centrality parameter of a truncated non-central chi-squared distribution
• An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
• Accuracy of Kendall's chi-square approximation to circular triad distributions
• Approximate arbitrage-free option pricing under the SABR model
• Identifying the computational problem in applied statistics
• The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
• Approximating tail probabilities of noncentral distributions
• Asymptotic approximations of the inverse moment of the noncentral chi-squared variable
• Adjusted empirical likelihood inference for additive hazards regression
• New approximation formula for a percentage point of the doubly non-central F distribution
• Approximations to noncentral distributions
• An Approximation to the Distribution of the Sample Variance
• On the noncentral chi-square distribution -- a computer-aided approach
• An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables.
• A Likelihood-Based Approximation to the Cumulative Distribution Function of the NoncentraltDistribution
• Tables of the cumulative non-central chi-square distribution-part 3¹
• APPROXIMATIONS TO NON-CENTRAL X2 AND F DISTRIBUTIONS
• Approximations for central and noncentral bivariate chi-square distributions
• scientific article; zbMATH DE number 2141415 (Why is no real title available?)
• scientific article; zbMATH DE number 2101520 (Why is no real title available?)
• Refined normal approximations for the central and noncentral chi-square distributions and some applications
• An accurate approximation to the distribution of a linear combination of non-central chi-square random variables
• On the computation of option prices and Greeks under the CEV model
• A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles
• Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model.
• Inequalities for noncentral chi-square distributions
• On some accurate bounds for the quantiles of a non-central chi squared distribution
• A normal approximation for the chi-square distribution

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